Asymptotic analysis of the Huberized LASSO estimator.

Xiaohui Chen Z. Jane Wang Martin J. McKeown

Published in: ICASSP (2010)

Keyphrases

asymptotic analysis
elastic net
least squares
fluid model
maximum likelihood
linear regression
variable selection
topology preserving
feature selection
learning algorithm
model selection
special case
random walk
queueing networks
stochastic model